Contrary to popular belief, chiggers do not burrow into the skin nor do they feed on blood. These immature mites pierce skin around hair follicles and release a skin dissolving saliva. Chiggers then feed on the resulting liquid.
On humans, chiggers often accumulate in areas where clothing is tight, such as socks around the ankle or a belt at the waist. By the time you feel itching and see a red dot on your skin, it is not the chigger but your skin's reaction to the chigger.
By then, the chigger is probably gone, so don't start digging at yourself to "get it out" or painting the spots with nail polish to suffocate the phantom chigger. Take a warm, soapy shower and use soothing skin creams to relieve the itch. The next time you go out where chiggers live, use repellents or protective clothing to keep them from biting you.